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Exchange trading of mutual funds or other portfolio basket products

  • US 20010025266A1
  • Filed: 03/23/2001
  • Published: 09/27/2001
  • Est. Priority Date: 03/27/2000
  • Status: Active Grant
First Claim
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1. A method of hedging investment risk in actively managed exchange traded funds, comprises:

  • extracting factor information from the portfolio of the actively managed exchange traded fund;

    determining factors that affect the value of the exchange traded fund; and

    selecting a portfolio of financial instruments with similar behavior with respect to the determined factors to produce a hedging portfolio that tracks the price of the exchange traded fund.

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  • 6 Assignments
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